+357.2%
ELF vs ED
+136.7%
+220.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +6.3% | +2.1% | +4.2% | +6.1% |
| 30D | +8.5% | +12.4% | -3.9% | +7.3% |
| 3M | +24.4% | +13.1% | +11.3% | +23.0% |
| 6M | +94.7% | +14.1% | +80.7% | +92.1% |
| YTD | +55.9% | +23.1% | +32.8% | +52.3% |
| 1Y | +48.4% | +25.4% | +23.0% | +44.7% |
| 3Y | +24.6% | +47.9% | -23.2% | +15.4% |
| 5Y | +285.0% | +81.9% | +203.2% | +240.1% |
| 10Y | +357.2% | +141.3% | +216.0% | +310.0% |
| All | +357.2% | +136.7% | +220.5% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling